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BIS Working Papers

From Bank for International Settlements
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279: The pricing of subprime mortgage risk in good times and bad: evidence from the ABX.HE indices Downloads
Ingo Fender and Martin Scheicher
278: Credit frictions and optimal monetary policy Downloads
Vasco Cúrdia and Michael Woodford
277: China's financial conundrum and global imbalances Downloads
Ronald McKinnon and Gunther Schnabl
276: Has the monetary transmission process in the euro area changed? Evidence vased on VAR estimates Downloads
Axel Weber, Rafael Gerke and Andreas Worms
275: Inflation expectations, uncertainty and monetary policy Downloads
Christopher Sims
274: Talking about monetary policy: the virtues (and vice?) of central bank communication Downloads
Alan Blinder
273: In search of monetary stability: the evolution of monetary policy Downloads
Otmar Issing
272: Bank ties and firm performance in Japan: some evidence since FY2002 Downloads
Patrick McGuire
271: Private information, stock markets, and exchange rates Downloads
Jacob Gyntelberg, Mico Loretan, Tientip Subhanij and Eric Chan
270: Catching-up and inflation in transition economies: the Balassa-Samuelson effect revisited Downloads
Dubravko Mihaljek and Marc Klau
269: Monetary policy implementation: Misconceptions and their consequences Downloads
Piti Disyatat
268: Capital regulation, risk-taking and monetary policy: a missing link in the transmission mechanism? Downloads
Claudio Borio and Haibin Zhu
267: Interpreting deviations from covered interest parity during the financial market turmoil of 2007-08 Downloads
Naohiko Baba and Frank Packer
266: Private matters Downloads
Jean Helwege and Frank Packer
265: External support and bank behaviour in the international syndicated loan market Downloads
Blaise Gadanecz, Kostas Tsatsaronis and Yener Altunbas
264: Price discovery from cross-currency and FX swaps: a structural analysis Downloads
Naohiko Baba and Yasuaki Amatatsu
263: Determinants of house prices in nine Asia-Pacific economies Downloads
Eloisa T Glindro, Tientip Subhanij, Jessica Szeto and Haibin Zhu
262: Effectiveness of monetary policy communication in Indonesia and Thailand Downloads
Sahminan Sahminan
261: The Asian crisis: what did local stock markets expect? Downloads
Jacob Gyntelberg, Alicia Garcia Herrero and Andrea Tesei
260: Estimating hedge fund leverage Downloads
Patrick McGuire and Kostas Tsatsaronis
259: The housing meltdown: Why did it happen in the United States? Downloads
Luci Ellis
258: DSGE models and central banks Downloads
Camilo Tovar
257: Financial system: shock absorber or amplifier? Downloads
Franklin Allen and Elena Carletti
256: Liquidity and financial cycles Downloads
Tobias Adrian and Hyun Song Shin
255: Innovations in credit risk transfer: implications for financial stability Downloads
Darrell Duffie
254: Speculative attacks, Private Signals and Intertemporal Trade-offs Downloads
Nikola Tarashev
253: Implementing monetary policy in the 2000s: operating procedures in Asia and beyond Downloads
Corrinne Ho
252: The evolution of trading activity in Asian foreign exchange markets Downloads
Yosuke Tsuyuguchi and Philip D Wooldridge
251: The financial turmoil of 2007-?: a preliminary assessment and some policy considerations Downloads
Claudio Borio
250: Globalisation and the determinants of domestic inflation Downloads
William R White
249: Frequency of observation and the estimation of integrated volatility in deep and liquid financial markets Downloads
Alain Chaboud, Benjamin Chiquoine, Erik Hjalmarsson and Mico Loretan
248: Tips from TIPS: the informational content of Treasury Inflation-Protected Security prices Downloads
Stefania D'Amico, Don H Kim and Min Wei
247: What drives the current account in commodity exporting countries? The cases of Chile and New Zealand Downloads
Juan Medina, Anella Munro and Claudio Soto
246: Central bank policy rate guidance and financial market functioning Downloads
Richhild Moessner and William Nelson
245: Understanding Asian equity flows, market returns and exchange rates Downloads
Chayawadee Chai-Anant and Corinne Ho
244: Global monitoring with the BIS international banking statistics Downloads
Patrick McGuire and Nikola Tarashev
243: Asset prices and monetary policy: booms and fat tails in East Asia Downloads
Maria Socorro Gochoco-Bautista
242: What can (macro-)prudential policy do to support monetary policy? Downloads
Claudio Borio and Ilhyock Shim
241: Housing finance agencies in Asia Downloads
Michael Davies, Jacob Gyntelberg and Eric Chan
240: Challenges in macro-finance modeling Downloads
Don H Kim
239: Spanned stochastic volatility in bond markets: a reexamination of the relative pricing between bonds and bond options Downloads
Don H Kim
238: Bank size, credit and the sources of bank market risk Downloads
Ryan Stever
237: Change and constancy in the financial system: implications for financial distress and policy Downloads
Claudio Borio
236: Determinants of house prices in central and eastern Europe Downloads
Balázs Égert and Dubravko Mihaljek
235: Regulatory discretion and banks' pursuit of "safety in similarity" Downloads
Ryan Stever and James A Wilcox
234: Using counterfactual simulations to assess the danger of contagion in interbank markets Downloads
Christian Upper
233: Do China's capital controls still bind? Implications for monetary autonomy and capital liberalisation Downloads
Guonan Ma and Robert McCauley
232: Capital regulation and banks' financial decisions Downloads
Haibin Zhu
231: The global upward trend in the profit share Downloads
Luci Ellis and Kathryn Smith
230: Modelling and calibration errors in measures of portfolio credit risk Downloads
Nikola Tarashev and Haibin Zhu
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